ZIB

Hits per page

hit 1 - 1 | 1 hit

Select All Export

Electronic Resource

Exponential Convergence for a System of Conuclear Space-Valued Diffusions with Mean-Field Interaction (1999)

Xiong, J.

Springer

Applied mathematics & optimization 39 (1999), S. 281-307

add to mindlist on the mindlist

Details

ISSN: 1432-0606

Keywords: Key words. Exponential convergence rate, Exponential tightness, Measure-valued process, Stochastic differential equation. AMS Classification. Primary 60F10, Secondary 60H10, 60J60.

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract. We consider an interacting system of n diffusion processes X n j (t): t∈[0,1] , j=1,2,. . ., n , taking values in a conuclear space Φ' . Let ζ n t =(1/n)Σ n j=1 δ Xnj(t) be the empirical process. It has been proved that ζ n , as n→∞ , converges to a deterministic measure-valued process which is the unique solution of a nonlinear differential equation. In this paper we show that, under suitable conditions, ζ n converges to ζ at an exponential rate.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/s002459900107

Library	Location	Call Number	Volume/Issue/Year	Availability

Others were also interested in ...

Paper (German National Licenses)

Fulltext

hit 1 - 1 | 1 hit